+21.4%
TMUS vs MUB
+9.9%
+11.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +4.9% | -1.3% | +6.2% | +5.5% |
| 30D | +7.7% | +2.2% | +5.5% | +7.0% |
| 3M | -6.8% | -1.6% | -5.2% | -5.6% |
| 6M | -9.7% | -1.3% | -8.4% | -8.7% |
| YTD | -15.0% | -0.7% | -14.3% | -14.3% |
| 1Y | -19.1% | -0.2% | -18.9% | -18.7% |
| 3Y | +21.4% | +9.6% | +11.8% | +21.2% |
| All | +21.4% | +9.9% | +11.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling